+290.8%
EWY vs BABA
+18.5%
+272.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | +9.3% | -15.1% | +24.4% | +13.6% |
| 3M | +2.4% | -5.0% | +7.5% | +2.9% |
| 6M | +40.3% | -19.9% | +60.2% | +47.6% |
| YTD | +88.0% | -25.3% | +113.3% | +100.6% |
| 1Y | +143.8% | -23.9% | +167.7% | +157.5% |
| 3Y | +217.8% | +28.1% | +189.7% | +182.5% |
| 5Y | +142.7% | -31.4% | +174.1% | +142.4% |
| All | +290.8% | +18.5% | +272.3% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BABA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling